Search results for " Fractional Spectral Moments"

showing 3 items of 3 documents

CROSS-POWER SPECTRAL DENSITY AND CROSS-CORRELATION REPRESENTATION BY USING FRACTIONAL SPECTRAL MOMENTS

2012

Fractional calculus Mellin transform Complex order moments Fractional moments Fractional spectral moments Cross-correlation function Cross-power spectral density function
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A new representation of power spectral density and correlation function by means of fractional spectral moments

2009

In this paper, a new perspective for the representation of both the power spectral density and the correlation function by a unique class of function is introduced. We define the moments of order gamma (gamma being a complex number) of the one sided power spectral density and we call them Fractional Spectral Moments (FSM). These complex quantities remain finite also in the case in which the ordinary spectral moments diverge, and are able to represent the whole Power Spectral Density and the corresponding correlation function.

Power spectral density; Correlation function; Spectral moments; Fractional spectral moments; Generalized Taylor series; Fractional calculusMechanical EngineeringMathematical analysisPerspective (graphical)Stochastic ProcesseAerospace EngineeringSpectral densityOcean EngineeringStatistical and Nonlinear PhysicsMaximum entropy spectral estimationFunction (mathematics)Wind engineeringCondensed Matter PhysicsSpectral MomentFractional calculusCorrelation function (statistical mechanics)IngenieurwissenschaftenNuclear Energy and EngineeringEarthquake engineeringOrder (group theory)ddc:620Representation (mathematics)Settore ICAR/08 - Scienza Delle CostruzioniCivil and Structural EngineeringMathematics
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Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach

2011

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.

symbols.namesakeMathematical analysissymbolsRepresentation (systemics)Applied mathematicsMultivariate normal distributionMultivariate Processes Fractional Calculus Fractional Spectral MomentsFractional differentialSettore ICAR/08 - Scienza Delle CostruzioniGaussian processMathematicsProceedings of the 6th International Conference on Computational Stochastic Mechanics(CSM-6)
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